+498.8%
CL vs OVV
+148.3%
+350.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | +5.9% | -14.9% | +20.8% | +6.8% |
| 30D | +13.8% | -0.9% | +14.7% | +13.7% |
| 3M | +6.4% | +5.6% | +0.8% | +6.0% |
| 6M | +15.6% | -2.5% | +18.1% | +15.5% |
| YTD | +27.9% | +57.8% | -29.9% | +24.0% |
| 1Y | +31.4% | +70.1% | -38.7% | +26.8% |
| 3Y | +41.4% | +35.1% | +6.2% | +37.0% |
| 5Y | +42.8% | +86.1% | -43.3% | +32.7% |
| 10Y | +79.7% | +55.5% | +24.1% | +51.3% |
| All | +498.8% | +148.3% | +350.5% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling